| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| ANDE | Crops | LONG | 43.25 | -0.44 | HOLD |
| BBW | Retail (Specialty) | LONG | 8.50 | 3.91 | HOLD |
| BGFV | Retail (Specialty) | LONG | 9.29 | 0.54 | HOLD |
| BKR | Construction Services | LONG | 19.77 | -0.55 | HOLD |
| CPE | Oil and Gas Operations | LONG | 5.12 | 0.79 | HOLD |
| CRRC | Printing and Publishing | LONG | 10.62 | 0.19 | HOLD |
| CSS | Printing and Publishing | LONG | 20.05 | 1.52 | HOLD |
| CVU | Aerospace and Defense | LONG | 13.50 | -2.81 | HOLD |
| DUSA | Biotechnology and Drugs | LONG | 3.85 | 2.12 | HOLD |
| ESGR | Insurance (Prop. and Casualty) | LONG | 99.84 | 0.40 | HOLD |
| FRPT | Aerospace and Defense | LONG | 5.52 | 0.18 | HOLD |
| HGG | Retail (Technology) | LONG | 16.45 | 3.59 | HOLD |
| JRN | Printing and Publishing | LONG | 4.47 | 3.71 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.55 | 2.64 | HOLD |
| KIRK | Retail (Specialty) | LONG | 12.70 | 1.28 | HOLD |
| NBIX | Biotechnology and Drugs | LONG | 7.00 | 2.19 | HOLD |
| OVTI | Semiconductors | LONG | 12.13 | 4.30 | HOLD |
| RTEC | Semiconductors | LONG | 8.19 | 1.11 | HOLD |
| SENEA | Food Processing | LONG | 22.72 | 4.08 | HOLD |
| SPY | Misc. Financial Services | SHORT | 126.22 | 1.09 | HOLD |
| SWIR | Communications Equipment | LONG | 6.84 | -0.87 | HOLD |
| TSEM | Semiconductors | LONG | 0.68 | 1.51 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 1.40 | ||||
| SHORTS | 1.09 | ||||
| TOTAL | 0.31 | ||||
| S&P 500 | 1.09 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -9.51 | 3.04 | -17.53 | -4.09 | -0.71 |
| S&P 500 | -3.27 | 4.39 | -18.61 | -0.99 | -0.23 |
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